Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67315.4336 | 28557.8053 | 38757.6283 | 87514.2508 | 33954.9103 | 53559.3404 |
Total P&L (%) | 67.3154 | 28.5578 | 38.7576 | 87.5143 | 33.9549 | 53.5593 |
Avg Daily Profit (%) | 1.2925 | 0.5483 | 0.7442 | 1.2145 | 0.5629 | 0.827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12138 | -12196 | -7284 | -22298 | -21246 | -13926 |
Profit Factor | 1.5886 | 1.4543 | 1.7525 | 1.4415 | 1.3125 | 1.5982 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 59.2784 | 56.701 | 61.8557 | 59.2784 | 56.701 | 61.8557 |
Ratio Avg Win / Avg Loss | 1.0913 | 1.1106 | 1.0807 | 0.9903 | 1.0022 | 0.9856 |
Largest Winning Trade | 9065 | 9065 | 5908 | 13898 | 13898 | 8936 |
Largest Losing Trade | -8436 | -8436 | -6688 | -14924 | -14924 | -9978 |
Avg Bars in Trades | 124 | 124 | 124 | 124 | 124 | 124 |
Avg Bars in Winners | 100 | 95 | 104 | 100 | 95 | 104 |
Avg Bars in Losers | 159 | 161 | 157 | 159 | 161 | 157 |
Bars Traded | 24146 | 12044 | 12102 | 24146 | 12044 | 12102 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540252 | 248484 | 408083 | 451901 | 239023 | 399625 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754587980000, "last_datapoint_time": 1759047660000, "evaluation_time": 1760026499283, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 92, "offset": 132 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 67315.433592345, 28557.8053366274, 38757.6282557176, 87514.2507794842, 33954.9103311703, 53559.3404483139 ], [ 67.315434, 28.557805, 38.757628, 87.514251, 33.95491, 53.55934 ], [ 1.292539, 0.548345, 0.744194, 1.214467, 0.562894, 0.826974 ], [ 10, 10, 10, 10, 10, 10 ], [ -12138, -12196, -7284, -22298, -21246, -13926 ], [ 1.588605, 1.454318, 1.752491, 1.441541, 1.312465, 1.598201 ], [ 194, 97, 97, 194, 97, 97 ], [ 115, 55, 60, 115, 55, 60 ], [ 79, 42, 37, 79, 42, 37 ], [ 59.278351, 56.701031, 61.85567, 59.278351, 56.701031, 61.85567 ], [ 1.091303, 1.11057, 1.080703, 0.990276, 1.002246, 0.985558 ], [ 9065, 9065, 5908, 13898, 13898, 8936 ], [ -8436, -8436, -6688, -14924, -14924, -9978 ], [ 124, 124, 124, 124, 124, 124 ], [ 100, 95, 104, 100, 95, 104 ], [ 159, 161, 157, 159, 161, 157 ], [ 24146, 12044, 12102, 24146, 12044, 12102 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 540252, 248484, 408083, 451901, 239023, 399625 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754587980000, "last_datapoint_time": 1759047660000, "evaluation_time": 1760026499283, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 92, "offset": 132 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|